Stock Index Trend Analysis Based on Signal Decomposition.
Liming ZhangDefu ZhangWeifeng LiPublished in: IEICE Trans. Inf. Syst. (2014)
Keyphrases
- trend analysis
- data analysis
- stock index futures
- data mining
- topic detection
- stock market
- high frequency
- stock exchange
- frequency domain
- non stationary
- garch model
- empirical studies
- stock price
- fault detection and diagnosis
- high dimensional data
- empirical analysis
- financial markets
- trading systems
- text classification